+9.3%
GEHC vs CAPR
+121.0%
-111.7%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -4.6% | +2.2% | -2.3% |
| 7D | -7.6% | -12.6% | +5.0% | -7.4% |
| 30D | -10.7% | +124.4% | -135.1% | -12.1% |
| 3M | -1.2% | -66.8% | +65.6% | -0.6% |
| 6M | -13.7% | -71.8% | +58.1% | -13.0% |
| YTD | -20.4% | -70.1% | +49.6% | -19.9% |
| 1Y | -17.0% | +33.3% | -50.4% | -21.8% |
| 3Y | +0.9% | +36.7% | -35.8% | -12.7% |
| All | +9.3% | +121.0% | -111.7% | -14.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded CAPR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling